1個回答
金程教育吳老師助教
2018-07-16 17:19
該回答已被題主采納
學員你好。A的表述并不是特別準確，根據(jù)原版書表述，S>F 為backwardation
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追問
不是，我說的是這道題的答案解析，解析里面說，A,C,D都是flase
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追答
學員你好。選項篡位，已修改。
In regard to B, this is false: comodities are often in alternating contango/backwardation; e.g., natural gas, corn due to seasonality in demand/production. In regard to A, this is tempting but false: in the Metallgesellschaft, a backwardation experienced falling futures price yet went into contango because the spot price dropped more. In regard to D, this is FALSE for two reasons: 1.it omits the lease rate and convenience yield; 2.It omits technical factors; supply/demand could conceivably create backwardation.
對您帶來的不方便深表歉意。 -
追答
學員你好。選項篡位，已修改。
In regard to B, this is false: comodities are often in alternating contango/backwardation; e.g., natural gas, corn due to seasonality in demand/production. In regard to A, this is tempting but false: in the Metallgesellschaft, a backwardation experienced falling futures price yet went into contango because the spot price dropped more. In regard to D, this is FALSE for two reasons: 1.it omits the lease rate and convenience yield; 2.It omits technical factors; supply/demand could conceivably create backwardation.
對您帶來的不方便深表歉意。
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